CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0132 |
1.9894 |
-0.0238 |
-1.2% |
2.0038 |
| High |
2.0230 |
1.9950 |
-0.0280 |
-1.4% |
2.0230 |
| Low |
2.0040 |
1.9845 |
-0.0195 |
-1.0% |
1.9847 |
| Close |
2.0059 |
1.9863 |
-0.0196 |
-1.0% |
2.0059 |
| Range |
0.0190 |
0.0105 |
-0.0085 |
-44.7% |
0.0383 |
| ATR |
0.0119 |
0.0126 |
0.0007 |
5.7% |
0.0000 |
| Volume |
77,881 |
115,602 |
37,721 |
48.4% |
176,342 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0201 |
2.0137 |
1.9921 |
|
| R3 |
2.0096 |
2.0032 |
1.9892 |
|
| R2 |
1.9991 |
1.9991 |
1.9882 |
|
| R1 |
1.9927 |
1.9927 |
1.9873 |
1.9907 |
| PP |
1.9886 |
1.9886 |
1.9886 |
1.9876 |
| S1 |
1.9822 |
1.9822 |
1.9853 |
1.9802 |
| S2 |
1.9781 |
1.9781 |
1.9844 |
|
| S3 |
1.9676 |
1.9717 |
1.9834 |
|
| S4 |
1.9571 |
1.9612 |
1.9805 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1194 |
2.1010 |
2.0270 |
|
| R3 |
2.0811 |
2.0627 |
2.0164 |
|
| R2 |
2.0428 |
2.0428 |
2.0129 |
|
| R1 |
2.0244 |
2.0244 |
2.0094 |
2.0336 |
| PP |
2.0045 |
2.0045 |
2.0045 |
2.0092 |
| S1 |
1.9861 |
1.9861 |
2.0024 |
1.9953 |
| S2 |
1.9662 |
1.9662 |
1.9989 |
|
| S3 |
1.9279 |
1.9478 |
1.9954 |
|
| S4 |
1.8896 |
1.9095 |
1.9848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0230 |
1.9845 |
0.0385 |
1.9% |
0.0133 |
0.7% |
5% |
False |
True |
56,553 |
| 10 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0117 |
0.6% |
40% |
False |
False |
30,011 |
| 20 |
2.0230 |
1.9275 |
0.0955 |
4.8% |
0.0069 |
0.3% |
62% |
False |
False |
15,334 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0038 |
0.2% |
63% |
False |
False |
7,809 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0026 |
0.1% |
63% |
False |
False |
5,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0396 |
|
2.618 |
2.0225 |
|
1.618 |
2.0120 |
|
1.000 |
2.0055 |
|
0.618 |
2.0015 |
|
HIGH |
1.9950 |
|
0.618 |
1.9910 |
|
0.500 |
1.9898 |
|
0.382 |
1.9885 |
|
LOW |
1.9845 |
|
0.618 |
1.9780 |
|
1.000 |
1.9740 |
|
1.618 |
1.9675 |
|
2.618 |
1.9570 |
|
4.250 |
1.9399 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9898 |
2.0038 |
| PP |
1.9886 |
1.9979 |
| S1 |
1.9875 |
1.9921 |
|